GSFIX vs. SVPFX
GSFIX (Goldman Sachs Core Fixed Income Fund) and SVPFX (Goldman Sachs Strategic Volatility Premium Fund) are both mutual funds - GSFIX is a Intermediate Core Bond fund managed by Goldman Sachs, while SVPFX is a Large Cap Blend Equities fund managed by Goldman Sachs. Over the past 5 years, GSFIX returned -0.16%/yr vs 2.19%/yr for SVPFX. A 0.74 correlation means they provide meaningful diversification when combined. Both charge a 0.38% expense ratio.
Performance
GSFIX vs. SVPFX - Performance Comparison
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Returns By Period
In the year-to-date period, GSFIX achieves a 0.52% return, which is significantly lower than SVPFX's 1.79% return.
GSFIX
- 1D
- 0.43%
- 1M
- 0.90%
- YTD
- 0.52%
- 6M
- 0.76%
- 1Y
- 4.88%
- 3Y*
- 4.03%
- 5Y*
- -0.16%
- 10Y*
- 1.85%
SVPFX
- 1D
- 0.20%
- 1M
- 0.51%
- YTD
- 1.79%
- 6M
- 1.90%
- 1Y
- 4.42%
- 3Y*
- 4.62%
- 5Y*
- 2.19%
- 10Y*
- —
GSFIX vs. SVPFX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
GSFIX Goldman Sachs Core Fixed Income Fund | 0.52% | 7.70% | 0.81% | 5.98% | -14.72% | 1.63% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 1.79% | 4.19% | 3.82% | 5.30% | -4.37% | 0.78% |
Correlation
The correlation between GSFIX and SVPFX is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.69 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2021 | 0.74 |
The correlation between GSFIX and SVPFX has been stable across timeframes, ranging from 0.69 to 0.75 - a consistent structural relationship.
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Return for Risk
GSFIX vs. SVPFX — Risk / Return Rank
GSFIX
SVPFX
GSFIX vs. SVPFX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Goldman Sachs Core Fixed Income Fund (GSFIX) and Goldman Sachs Strategic Volatility Premium Fund (SVPFX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GSFIX | SVPFX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.72 | ||
| Sortino ratioReturn per unit of downside risk | -0.88 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.44 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | 1.55 | 3.48 | -1.93 |
| Martin ratioReturn relative to average drawdown | 4.24 | 11.68 | -7.44 |
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Drawdowns
GSFIX vs. SVPFX - Drawdown Comparison
The maximum GSFIX drawdown since its inception was -21.73%, which is greater than SVPFX's maximum drawdown of -6.37%. Use the drawdown chart below to compare losses from any high point for GSFIX and SVPFX.
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Drawdown Indicators
| GSFIX | SVPFX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.73% | -6.37% | -15.36% |
Max Drawdown (1Y)Largest decline over 1 year | -3.17% | -1.33% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -6.86% | -5.32% | -1.54% |
Max Drawdown (5Y)Largest decline over 5 years | -20.15% | -6.37% | -13.78% |
Max Drawdown (10Y)Largest decline over 10 years | -21.73% | — | — |
Current DrawdownCurrent decline from peak | -4.70% | -0.00% | -4.70% |
Average DrawdownAverage peak-to-trough decline | -3.17% | -1.91% | -1.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.16% | 0.39% | +0.77% |
Volatility
GSFIX vs. SVPFX - Volatility Comparison
Goldman Sachs Core Fixed Income Fund (GSFIX) has a higher volatility of 1.20% compared to Goldman Sachs Strategic Volatility Premium Fund (SVPFX) at 1.02%. This indicates that GSFIX's price experiences larger fluctuations and is considered to be riskier than SVPFX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| GSFIX | SVPFX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.20% | 1.02% | +0.18% |
Volatility (6M)Calculated over the trailing 6-month period | 3.03% | 1.72% | +1.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.00% | 2.39% | +1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 6.24% | 5.61% | +0.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.48% | 5.49% | -0.01% |
GSFIX vs. SVPFX - Expense Ratio Comparison
Both GSFIX and SVPFX have an expense ratio of 0.38%.
Dividends
GSFIX vs. SVPFX - Dividend Comparison
GSFIX's dividend yield for the trailing twelve months is around 4.13%, more than SVPFX's 2.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GSFIX Goldman Sachs Core Fixed Income Fund | 4.13% | 4.10% | 3.57% | 3.44% | 2.17% | 1.94% | 4.56% | 4.40% | 2.78% | 2.54% | 2.58% | 2.49% |
SVPFX Goldman Sachs Strategic Volatility Premium Fund | 2.46% | 1.83% | 4.37% | 4.29% | 0.76% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
GSFIX and SVPFX have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GSFIX has higher volatility (1.20%) compared to SVPFX (1.02%). In terms of maximum drawdown, GSFIX dropped -21.73% vs SVPFX's -6.37%.
SVPFX currently has the higher Sharpe Ratio (1.95 vs 1.23), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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